Here’s a close-up of the graph from a photo of my copy of A&S.
This was my reply.
It looks like a complex function of a complex variable. I assume the height is the magnitude and the markings on the graph are the phase. That would make it an elliptic function because it’s periodic in two directions.
It has one pole and one zero in each period. I think elliptic functions are determined, up to a constant, by their periods, zeros, and poles, so it should be possible to identify the function.
In fact, I expect it’s the Weierstrass p function. More properly, the Weierstrass ℘ function, sometimes called Weierstass’ elliptic function. (Some readers will have a font installed that will properly render ℘ and some not. More on the symbol ℘ here.)
The web is all abuzz about how SHA1 is “broken”, “a failure,” “obsolete”, etc.
It is supposed to be computationally impractical to create two documents that have the same secure hash code, and yet Google has demonstrated that they have done just that for the SHA1 algorithm.
I’d like to make two simple observations to put this in perspective.
This is not a surprise. Cryptography experts have suspected since 2005 that SHA1 was vulnerable and recommended using other algorithms. The security community has been gleeful about Google’s announcement. They feel vindicated for telling people for years not to use SHA1
This took a lot of work, both in terms of research and computing. Crypto researchers have been trying to break SHA1 for 22 years. And according to their announcement, these are the resources Google had to use to break SHA1:
Nine quintillion (9,223,372,036,854,775,808) SHA1 computations in total
6,500 years of CPU computation to complete the attack first phase
110 years of GPU computation to complete the second phase
While SHA1 is no longer recommended, it’s hardly a failure. I don’t imagine it would take 22 years of research and millions of CPU hours to break into my car.
I’m not saying people should use SHA1. Just a few weeks ago I advised a client not to use SHA1. Why not use a better algorithm (or at least what is currently widely believed to be a better algorithm) like SHA3? But I am saying it’s easy to exaggerate what it means to say SHA1 has failed.
In one section of his book The Great Good Thing, novelist Andrew Klavan describes how he bluffed his way through high school and college, not reading anything he was assigned. He doesn’t say what he majored in, but apparently he got an English degree without reading a book. He only tells of one occasion where a professor called his bluff.
Even though he saw no value in the books he was assigned, he bought and saved every one of them. Then sometime near the end of college he began to read and enjoy the books he hadn’t touched.
I wanted to read their works now, all of them, and so I began. After I graduated, after Ellen and I moved together to New York, I piled the books I had bought in college in a little forest of stacks around my tattered wing chair. And I read them. Slowly, because I read slowly, but every day, for hours, in great chunks. I pledged to myself I would never again pretend to have read a book I hadn’t or fake my way through a literary conversation or make learned reference on the page to something I didn’t really know. I made reading part of my daily discipline, part of my workday, no matter what. Sometimes, when I had to put in long hours to make a living, it was a real slog. …
It took me twenty years. In twenty years, I cleared those stacks of books away. I read every book I had bought in college, cover to cover. I read many of the other books by the authors of those books and many of the books those authors read and many of the books by the authors of those books too.
There came a day when I was in my early forties … when it occurred to me that I had done what I set out to do. …
Against all odds, I had managed to get an education.
This one’s kinda obscure. It’s a reference to the title cut from his album That’s Life.
I’ve been a puppet, a pauper, a pirate A poet, a pawn and a king. I’ve been up and down and over and out And I know one thing. Each time I find myself flat on my face I pick myself up and get back in the race.
You can associate a matrix with a graph and find the eigenvalues of that matrix. This gives you a spectrum associated with the graph. This spectrum tells you something about the graph analogous to the way the spectrum of a star’s light tells you something about the chemical composition of the start.
So maybe it would be useful to visualize graph spectra the way you visualize chemical spectra. How could you do this?
First, scale the spectrum of the graph to the visual spectrum. There are different kinds of matrices you can associate with a graph, and these have different natural ranges. But if we look at the spectrum of the Laplacian matrix, the eigenvalues are between 0 and n for a graph with n nodes.
Eigenvalues typically correspond to frequencies, not wavelengths, but chemical spectra are often displayed in terms of wave length. We can’t be consistent with both, so we’ll think of our eigenvalues as wavelengths. We could easily redo everything in terms of frequency.
This means we map 0 to violet (400 nm) and n to red (700 nm). So an eigenvalue of λ will be mapped to 400 + 300 λ/n. That tells us where to graph a spectral line, but what color should it be? StackOverflow gives an algorithm for converting wavelength to RGB values. Here’s a little online calculator based on the same code.
Here are some examples. First we start with a random graph.
In 1838, Rev. Henry Moseley discovered that a large number of mollusk shells and other shells can be described using three parameters: k, T, and D.
First imagine a thin wire running through the coil of the shell. In cylindrical coordinates, this wire follows the parameterization
r = ekθ z = Tt
If T = 0 this is a logarithmic spiral in the (r, θ) plane. For positive T, the spiral is stretched so that its vertical position is proportional to its radius.
Next we build a shell by putting a tube around this imaginary wire. The radius R of the tube at each point is proportional to the r coordinate: R = Dr.
The image above was created using k = 0.1, T = 2.791, and D = 0.8845 using Øyvind Hammer’s seashell generating software. You can download Hammer’s software for Windows and experiment with your own shell simulations by adjusting the parameters.
As with the previous post, this post is a spinoff of a blog post by Brian Hayes. He considers the problem of determining whether a number n is a Fibonacci number and links to a paper by Gessel that gives a very simple solution: A positive integer n is a Fibonacci number if and only if either 5n2 – 4 or 5n2 + 4 is a perfect square.
If we know n is a Fibonacci number, how can we tell which one it is? That is, if n = Fm, how can we find m?
For large m, Fm is approximately φm / √ 5 and the error decreases exponentially with m. By taking logs, we can solve for m and round the result to the nearest integer.
We can illustrate this with SymPy. First, let’s get a Fibonacci number.
>>> from sympy import *
>>> F = fibonacci(100)
Now let’s forget that we know F is a Fibonacci number and test whether it is one.
The other day I ran across a blog post by Brian Hayes that linked to an article by David Cantrell on how to compute the inverse of the gamma function. Cantrell gives an approximation in terms of the Lambert W function.
In this post we’ll write a little Python code to kick the tires on Cantrell’s approximation. The post also illustrates how to do some common tasks using SciPy and matplotlib.
Here are the imports we’ll need.
import matplotlib.pyplot as plt
from scipy import pi, e, sqrt, log, linspace
from scipy.special import lambertw, gamma, psi
from scipy.optimize import root
First of all, the gamma function has a local minimum k somewhere between 1 and 2, and so it only makes sense to speak of its inverse to the left or right of this point. Gamma is strictly increasing for real values larger than k.
To find k we look for where the derivative of gamma is zero. It’s more common to work with the derivative of the logarithm of the gamma function than the derivative of the gamma function itself. That works just as well because gamma has a minimum where its log has a minimum. The derivative of the log of the gamma function is called ψ and is implemented in SciPy as scipy.special.psi. We use the function scipy.optimize.root to find where ψ is zero.
The root function returns more information than just the root we’re after. The root(s) are returned in the arrayx, and in our case there’s only one root, so we take the first element of the array:
How well goes this algorithm work? For starters, we’ll see how well it does when we do a round trip, following the exact gamma with the approximate inverse.
x = linspace(5, 30, 100)
This produces the following plot:
We get a straight line, as we should, so next we do a more demanding test. We’ll look at the absolute error in the approximate inverse. We’ll use a log scale on the x-axis since gamma values get large quickly.
y = gamma(x)
plt.plot(y, x- AIG(y))
This shows the approximation error is small, and gets smaller as its argument increases.
Cantrell’s algorithm is based on an asymptotic approximation, so it’s not surprising that it improves for large arguments.
Morse code was designed so that the most frequently used letters have the shortest codes. In general, code length increases as frequency decreases.
How efficient is Morse code? We’ll compare letter frequencies based on Google’s research with the length of each code, and make the standard assumption that a dash is three times as long as a dot.
| Letter | Code | Length | Frequency |
| E | . | 1 | 12.49% |
| T | - | 3 | 9.28% |
| A | .- | 4 | 8.04% |
| O | --- | 9 | 7.64% |
| I | .. | 2 | 7.57% |
| N | -. | 4 | 7.23% |
| S | ... | 3 | 6.51% |
| R | .-. | 5 | 6.28% |
| H | .... | 4 | 5.05% |
| L | .-.. | 6 | 4.07% |
| D | -.. | 5 | 3.82% |
| C | -.-. | 8 | 3.34% |
| U | ..- | 5 | 2.73% |
| M | -- | 6 | 2.51% |
| F | ..-. | 6 | 2.40% |
| P | .--. | 8 | 2.14% |
| G | --. | 7 | 1.87% |
| W | .-- | 7 | 1.68% |
| Y | -.-- | 10 | 1.66% |
| B | -... | 6 | 1.48% |
| V | ...- | 6 | 1.05% |
| K | -.- | 7 | 0.54% |
| X | -..- | 8 | 0.23% |
| J | .--- | 10 | 0.16% |
| Q | --.- | 10 | 0.12% |
| Z | --.. | 8 | 0.09% |
There’s room for improvement. Assigning the letter O such a long code, for example, was clearly not optimal.
But how much difference does it make? If we were to rearrange the codes so that they corresponded to letter frequency, how much shorter would a typical text transmission be?
Multiplying the code lengths by their frequency, we find that an average letter, weighted by frequency, has code length 4.5268.
What if we rearranged the codes? Then we would get 4.1257 which would be about 9% more efficient. To put it another way, Morse code achieved 91% of the efficiency that it could have achieved with the same codes. This is relative to Google’s English corpus. A different corpus would give slightly different results.
Toward the bottom of the table above, letter frequencies correspond poorly to code lengths, though this hardly matters for efficiency. But some of the choices near the top of the table are puzzling. The relative frequency of the first few letters has remained stable over time and was well known long before Google. (See ETAOIN SHRDLU.) Maybe there were factors other than efficiency that influenced how the most frequently used characters were encoded.
Update: Some sources I looked at said that a dash is three times as long as a dot, including the space between dots or dashes. Others said there is a pause as long as a dot between elements. If you use the latter timing, it takes an average time equal to 6.0054 dots to transmit an English letter, and this could be improved to 5.6616. By that measure Morse code is about 93.5% efficient. (I only added time for space inside the code for a letter because the space between letters is the same no matter how they are coded.)
The following quote gives a good description of the value of abstract mathematics. The quote speaks specifically of “universal algebra,” but consistent with the spirit of the quote you could generalize it to other areas of mathematics, especially areas such as category theory.
Universal algebra is the study of features common to familiar algebraic systems … [It] places the algebraic notions in their proper setting; it often reveals connexions between seemingly different concepts and helps to systemize one’s thoughts. … [T]his approach does not usually solve the whole problem for us, but only tidies up a mass of rather trivial detail, allowing us to concentrate our powers on the hard core of the problem.
There are a couple ways to measure how well a graph remains connected when nodes are removed. One ways is to consider nodes dropping out randomly. Another way, the one we look at here, assumes an adversary is trying to remove the most well-connected nodes. This approach was defined by Schneider et al . It is also described, a little more clearly, in .
The robustness of a graph is defined as
Then  explains that
N is the total number of nodes in the initial network and S(q) is the relative size of the largest connected component after removing q nodes with the highest degrees. The normalization factor 1/N ensures 1/N ≤ R ≤ 0.5. Two special cases exist: R = 1/N corresponds to star-like networks while R = 0.5 represents the case of the fully connected network.
Apparently “relative size” means relative to the size of the original network, not to the network with q nodes removed.
There is one difference between  and . The former defines the sum up to N and the latter to N-1. But this doesn’t matter because S(N) = 0: when you remove N nodes from a graph with N nodes, there’s nothing left!
I have a couple reservations. One is that it’s not clear whether R is well defined.
Consider the phrase “removing q nodes with the highest degrees.” What if you have a choice of nodes with the highest degree? Maybe all nodes have degree no more than n and several have degree exactly n. It seems your choice of node to remove matters. Removing one node of degree n may give you a very different network than removing another node of the same degree.
Along the same lines, it’s not clear whether it matters how one removes more than one degree. For S(2), for example, does it matter whether I remove the two most connected nodes from the original graph at once, or remove the most connected node first, then the most connected node from what remains?
My second reservation is that I don’t think the formula above gives exactly the extreme values it says. Start with a star graph. Once you remove the center node, there are only isolated points left, and each point is 1/N of the original graph. So all the S(q) are equal to 1/N. Then R equals (N – 1)/ N2, which is less than 1/N.
With the complete graph, removing a point leaves a complete graph of lower order. So S(q) = (N – q)/N. Then R equals (N – 1)/2N, which is less than 1/2.
* * *
 CM Schneider et al, Mitigation of malicious attacks on networks. P. Natl. Acad. March 8, 2011, vol. 108. no. 10
 Big Data of Complex Networks, CRC Press. Matthias Dehmer et al editors.
In this post I interview GiveDirectly co-founder Paul Niehaus about charitable direct cash transfers and their empirical approach to charity.
JC: Can you start off by telling us a little bit about Give Directly, and what you do?
PN: GiveDirectly is the first nonprofit that lets individual donors like you and me send money directly to the extreme poor. And that’s it—we don’t buy them things we think they need, or tell them what they should be doing, or how they should be doing it. Michael Faye and I co-founded GD, along with Jeremy Shapiro and Rohit Wanchoo, because on net we felt (and still feel) the poor have a stronger track record putting money to use than most of the intermediaries and experts who want to spend it for them.
JC: What are common objections you brush up against, and how do you respond?
PN: We’ve all heard and to some extent internalized a lot of negative stereotypes about the extreme poor—you can’t just give them money, they’ll blow it on alcohol, they won’t work as hard, etc. And it’s only in the last decade or so with the advent of experimental testing that we’ve build a broad evidence base showing that in fact quite the opposite is the case—in study after study the poor have used money sensibly, and if anything drank less and worked more. So to us it’s simply a question of catching folks up on the data.
JC: Why do you think randomized controlled trials are emerging in development economics just in the past decade or so when it has been a standard tool gold standard in other areas for much longer?
PN: I agree that experimental testing in development is long overdue. And to be blunt, I think it came late because we worry more about getting real results when we’re helping ourselves than we do when we’re helping others. When it comes to helping others, we get our serotonin from believing we’re making a difference, not the actual difference we make (which we may never find out, for example when we give to charities overseas). And so it’s tempting to succumb to wishful thinking rather than rigorous testing.
JC: What considerations went into the design of your pending basic income trial? What would you have loved to do differently methodologically if you had 10X the budget? 100X?
PN: This experiment is all about scale, in a couple of ways. First, there have been some great basic income pilots in the past, but they haven’t committed to supporting people for more than a few years. That’s important because a big argument the “pro” camp makes is that guaranteeing long-term economic security will free people up to take risks, be more creative, etc.—and a big worry the “con” camp raises is that it will cause people to stop trying. So it was important to commit to support over a long period. We’re doing over a decade—12 years—and with more funding we’d go even longer.
Second, it’s important to test this by randomizing at the community level, not just the individual level. That’s because a lot of the debate over basic income is about how community interactions will change (vs purely individual behavior). So we’re enrolling entire villages—and with more funding, we could make that entire counties, etc. That lets you start to understanding impacts on community cohesion, social capital, the macroeconomy, etc.
JC: In what ways do you think math has served as a good or poor guide for development economics over the years?
PN: I think the far more important question is why has math—and in particular statistics—played such a small role in development decision-making, while “success stories” and “theories of change” have played such large ones.
JC: Can you say something about the efficiency of GiveDirectly?
PN: What we’ve tried to do at GD is, first, be very clear about our marginal cost structure—typically around 90% in the hands of the poor, 10% on costs of enrolling them and delivering funds; and second, provide evidence on how these transfers affect a wide range of outcomes and let donors judge for themselves how valuable those outcomes are.
JC: What is your vision for a methodologically sound poverty reduction research program? What are the main pitfalls and challenges you see?
PN: First, we need to run experiments at larger scales. Testing new ideas in a few villages, run by an NGO, is a great start, but it’s not always an accurate to guide to how an intervention will perform when a government tries to deliver it nation-wide, or how doing something at that scale will affect the broader economy (what we call “general equilibrium effects”). I’ve written about this recently with Karthik Muralidharan based on some of our recent experiences running large-scale evaluations in India.
Second, we need to measure value created for the poor. RCTs tell us how an intervention changes “outcomes,” but not how valuable those outcomes are. That’s fine if you want to assign your own values to outcomes—I could be an education guy, say, and care only about years of formal schooling. But if we care at all about the values and priorities of the poor themselves, we need a different approach. One simple step is to ask people how much money an intervention is worth to them—what economists call their “willingness to pay.” If we’re spending $100 on a program, we’d hope it’s worth at least that much to the beneficiary. If not, begs the question why we don’t just give them the money.
JC: What can people do to help?
PN: Lots of things. Here are a few:
Set up a recurring donation, preferably to the basic income project. Worst case scenario your money will make life much better for someone in extreme poverty; best case, it will also generate evidence that redefines anti-poverty policy.
Follow ten recipients on GDLive. Share things they say that you find interesting. Give us feedback on the experience (which is very beta).
Ask five friends whether they give money to poor people. Find out what they think and why. Share the evidence and information we’ve published and then give us feedback—what was helpful? What was missing?
Ask other charities to publish the experimental evidence on their interventions prominently on their websites, and to explain why they are confident that they can add more value for the poor by spending money on their behalf than the poor could create for themselves if they had the money. Some do! But we need to create a world where simply publishing a few “success stories” doesn’t cut it any more.
Big Data and data protection law provide for a number of mutual conflicts: from the perspective of Big Data analytics, a strict application of data protection law as we know it today would set an immediate end to most Big Data applications. From the perspective of the law, Big Data is either a big threat … or a major challenge for international and national lawmakers to adopt today’s data protection laws to the latest technological and economic developments.
The author of the chapter on legal matters is Swiss and writes primarily in a European context, though all countries face similar problems.
I’m not a lawyer, though I sometimes work with lawyers, and sometimes help companies with the statistical aspects of HIPAA law. But as a layman the observation above sounds reasonable to me, that strict application of the law could bring many applications to a halt, for better and for worse.
In my opinion the regulations around HIPAA and de-identification are mostly reasonable. The things it prohibits mostly should be prohibited. And it has a common sense provision in the form of expert determination. If your data uses fall outside the regulation’s specific recommendations but don’t endanger privacy, you can have an expert can certify that this is the case.